+564.1%
NTRA vs TLN
+602.5%
-38.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.0% |
| 7D | +1.1% | +10.9% | -9.9% | -1.7% |
| 30D | +0.6% | -6.3% | +6.9% | +2.1% |
| 3M | +51.8% | -10.7% | +62.5% | +54.8% |
| 6M | +63.6% | +1.6% | +62.0% | +60.4% |
| YTD | +41.5% | -13.1% | +54.6% | +43.3% |
| 1Y | +93.6% | -15.1% | +108.7% | +95.9% |
| 3Y | +498.0% | +495.0% | +3.0% | +251.9% |
| All | +564.1% | +602.5% | -38.4% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling